-43.5%
QS vs TRGP
+1,561.8%
-1,605.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -8.1% | +14.6% | -22.6% | -13.0% |
| 3M | -27.0% | +11.9% | -39.0% | -31.2% |
| 6M | -16.4% | +25.3% | -41.7% | -25.3% |
| YTD | -46.4% | +61.9% | -108.2% | -57.0% |
| 1Y | -41.1% | +87.3% | -128.4% | -55.8% |
| 3Y | -18.6% | +268.0% | -286.6% | -54.4% |
| 5Y | -73.0% | +638.2% | -711.3% | -86.9% |
| All | -43.5% | +1,561.8% | -1,605.4% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling